Limiting Behaviour of Sums and the Term of Maximum Modulus

DOI10.1112/PLMS/S3-49.3.385MaRDI QIDQ3038293zbMATH OpenOpenAlexFDO

Authors Ross A. Maller, Sidney I. Resnick

Publication date 1984

Published in Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/plms/s3-49.3.385

zbMATH Keywords

extreme valuesmaximaorder statisticsrecord valuesregular variationtrimmed sums

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

Cited in

(18)

• On the maximal distance between two renewal epochs
• On limiting behavior of sums and maxima when tails are slowly varying
• The joint distribution of the sum and maximum of dependent Pareto risks
• Ratios of ordered points of point processes with regularly varying intensity measures
• Limit theorems for mixed max-sum processes with renewal stopping
• Quantifying closeness of distributions of sums and maxima when tails are fat
• Bootstrapping the Student t-statistic
• Extremes of censored and uncensored lifetimes in survival data
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Asymptotics for ratios with applications to reinsurance
• Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes
• The joint distribution of the sum and the maximum of IID exponential random variables
• The impact of competition on prices with numerous firms
• When does the mean excess plot look linear?
• Iterated logarithm results for rapidly growing random walk
• ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• Non-central limit theorems for random selections

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